+11.1%
SMR vs FLEX
+824.4%
-813.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.4% | +10.9% | +12.3% |
| 7D | +21.4% | +7.0% | +14.4% | +16.3% |
| 30D | +13.8% | -5.8% | +19.7% | +18.2% |
| 3M | +3.9% | -24.2% | +28.1% | +22.6% |
| 6M | -4.2% | +90.8% | -95.0% | -45.4% |
| YTD | -21.1% | +89.2% | -110.3% | -54.8% |
| 1Y | -67.1% | +104.7% | -171.8% | -81.9% |
| 3Y | +88.9% | +478.1% | -389.2% | -42.5% |
| All | +11.1% | +824.4% | -813.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling